Package | Description |
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org.drip.quant.linearalgebra |
Modifier and Type | Method and Description |
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static LinearizationOutput |
LinearSystemSolver.SolveUsingGaussianElimination(double[][] aadblAIn,
double[] adblB)
Solve the Linear System using Gaussian Elimination from the Set of Values in the Array
|
static LinearizationOutput |
LinearSystemSolver.SolveUsingGaussSeidel(double[][] aadblAIn,
double[] adblB)
Solve the Linear System using the Gauss-Seidel algorithm from the Set of Values in the Array
|
static LinearizationOutput |
LinearSystemSolver.SolveUsingMatrixInversion(double[][] aadblAIn,
double[] adblB)
Solve the Linear System using Matrix Inversion from the Set of Values in the Array
|